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I am using contextual bandits algorithm in TF_agents. Is there a way to train the agent using historical data (context, action, reward) in table, instead of using the replay buffer ?

The environment provides context and reward. Therefore I cam make the environment provide these from the table. But the action is provided by the agent. I am not sure how to override the action provide by the agent (on a specific context) with the action in historical table data.

I am using a custom environment, and a prebuilt agent (LinearThompsonSampling - Bandit agent). Not quite sure if I can use the LinearThompson sampling inbuilt agent and at the same time, provide actions based on the historical data for training. Couldn't find any examples in the tf_agents documentation

tjt
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  • @FedericoMalerba appreciate if you can provide any thoughts on this. Thank you – tjt May 02 '22 at 16:00
  • Were you able to implement using TF agents ? I am also trying a similar approach as you .Any guidance will be helpful – Shubh Nov 24 '22 at 05:07

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